+103.1%
DOCN vs PFG
+134.8%
-31.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.6% |
| 7D | +19.1% | +2.4% | +16.7% | +16.9% |
| 30D | -21.0% | +5.9% | -26.9% | -24.5% |
| 3M | -34.7% | -0.4% | -34.3% | -35.1% |
| 6M | -45.8% | +14.8% | -60.6% | -52.8% |
| YTD | +79.4% | +31.9% | +47.5% | +37.7% |
| 1Y | +91.0% | +38.8% | +52.2% | +40.1% |
| 3Y | +237.5% | +82.4% | +155.1% | +101.2% |
| 5Y | -30.4% | +94.7% | -125.1% | -60.1% |
| All | +103.1% | +134.8% | -31.7% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling